Big Picture in Focus:

ULO-4c. Solve for Initial Value Problems using Laplace Transforms

Metalanguage
In this section, you will learn about solving Initial Value Problems. Being an engineer, you
must contain this basic knowledge to practice your field. Now what is an Initial Value
Problem?

An Initial Value Problem (or IVP) is a differential equation along with an appropriate
number of initial conditions. Some examples are given below,

You need to have the skills in solving for Laplace transforms in order to understand this
topic. Please proceed immediately to the “Essential Knowledge” part since the next
lesson is also definition of essential terms.

Essential Knowledge
As we have seen, most differential equations have more than one solution. For a first-
order equation, the general solution usually involves an arbitrary constant C, with one
particular solution corresponding to each value of C.

What this means is that knowing a differential equation that a function y(x) satisfies is not
enough information to determine y(x). To find the formula for y(x) precisely, we need one
more piece of information, usually called an initial condition. For example, suppose we
know that a function y(x) satisfies the differential equation.
𝑦′ = 𝑦
It follows that
𝑦(𝑥) = 𝐶𝑒 𝑥

for some constant C. If we want to determine C, we need atleast one more piece of
information about the function y(x). For example, if we also know that
𝑦(0) = 3

the value of C must be 3, and hence 𝑦(𝑥) = 3𝑒 𝑥 .

For example, 𝑦′ = 𝑦, 𝑦(0) = 3 is an initial value problem, whose solution is 𝑦 = 3𝑒 𝑥 .

In general, we expect that every initial value problem has exactly one solution. We can
find this solution using the following procedure.

Remember in your first topic:

Refresher.. Find the solution of the following initial value problem.

𝑦′ = −𝑦 2 , 𝑦(0) = 5
SOLUTION:
𝑑𝑦
∫ = ∫ 𝑑𝑥
−𝑦 2
1
=𝑥+𝐶
𝑦
1
𝑦=
𝑥+𝐶
Plugging in x = 0 and y = 5 gives the equation
1
5=
0+𝐶
1 1
𝐶= 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒 𝑡𝑜 𝑦 =
5 𝑥+𝐶

Which gives us
𝟓
𝒚=
𝟓𝒙 + 𝟏

How about using Laplace transform?

Solving differential equations using ℒ [ ].
 Homogeneous IVP.
 First, second, higher order equations.
 Non-homogeneous IVP.

Very Important!!! Please recall: Partial fraction decompositions.

Solving differential equations using ℒ[ ].

Idea of the method:

Homogeneous IVP

EXAMPLE 1: Use the Laplace transform to find the solution y(t) to the IVP
y′′−y′−2y= 0, y(0) = 1, y′(0) = 0.
Solution: Compute the ℒ[ ] of the differential equation,
ℒ [y′′−y′−2y] = ℒ [0] ⇒ ℒ [y′′−y′−2y] = 0.
The ℒ[ ] is a linear function, so
ℒ[y′′] − ℒ[y′] −2 ℒ [y] = 0
Derivatives are transformed into power functions,
[s2 ℒ [y] − s y(0)− y′(0)] − [s ℒ [y] − y(0)] − 2 ℒ [y] = 0,

We obtain(s2−s−2) ℒ[y] = (s−1) y(0) + y′(0).

Introduce the initial condition,
(s2−s−2) ℒ[y] = (s−1)
We can solve for the unknown ℒ[y] as follows,

(𝑠 − 1)
ℒ[𝑦] =
(𝑠 2
− 𝑠 − 2)
The partial fraction method: Find the zeros of the denominator,

Therefore, we rewrite:
(𝑠 − 1)
ℒ[𝑦] =
(𝑠 − 2)(𝑠 + 1)

Find constants a and b such that

(𝑠 − 1) 𝑎 𝑏
= +
(𝑠 − 2)(𝑠 + 1) 𝑠 − 2 𝑠 + 1

Note: You can use

other method to get
the constants
EXAMPLE 2: Use the Laplace transform to find the solution y(t) to the IVP
y′′−4y′+4y= 0, y(0) = 1, y′(0) = 1.
Solution: Compute the ℒ[ ] of the differential equation,
ℒ [y′′−4y′+4y] = ℒ [0] ⇒ ℒ [y′′−y′−2y] = 0.
The ℒ[ ] is a linear function, so
ℒ[y′′] − 4ℒ[y′] +4 ℒ [y] = 0

Derivatives are transformed into power functions,

[s2 ℒ [y] − s y(0)− y′(0)] − 4[s ℒ [y] − y(0)] + 4 ℒ [y] = 0,

We obtain(s2−4s+4) ℒ[y] = (s−4)y(0) + y′(0).

Introduce the initial condition,
(s2−4s+4) ℒ[y] = (s−3)

We can solve for the unknown ℒ[y] as follows

(𝑠 − 3)
ℒ[𝑦] = 2
(𝑠 − 4𝑠 + 4)
First, second, higher order equations

EXAMPLE 3:
Non-homogeneous IVP
EXAMPLE 4:
 Self-Help: You can also refer to the sources below to help you further
understand the lesson.

Sources:
Fox,H., Bolton, B.,( 2002). in Mathematics for Engineers and Technologists
Kreyszig, E.(2011), Advance Engineering Mathematics.

e- source:
https://users.math.msu.edu/users/gnagy/teaching/11-winter/mth235/lslides/l18-235.pdf